Offline dengan aplikasi Player FM !
The VIX & O DTE Options
Manage episode 363410108 series 1860479
So far in 2023, market volatility as measured by the VIX has seemed disconnected from the whippiness we've all seen on our screens.
So why is that?
When we look at the VIX equation itself, along with the counterparty hedging that takes place on the other side of a 0 DTE trade, this disconnect becomes a whole lot clearer.
183 episode
Manage episode 363410108 series 1860479
So far in 2023, market volatility as measured by the VIX has seemed disconnected from the whippiness we've all seen on our screens.
So why is that?
When we look at the VIX equation itself, along with the counterparty hedging that takes place on the other side of a 0 DTE trade, this disconnect becomes a whole lot clearer.
183 episode
Semua episode
×Selamat datang di Player FM!
Player FM memindai web untuk mencari podcast berkualitas tinggi untuk Anda nikmati saat ini. Ini adalah aplikasi podcast terbaik dan bekerja untuk Android, iPhone, dan web. Daftar untuk menyinkronkan langganan di seluruh perangkat.